Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations (Q550083)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations |
scientific article |
Statements
Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations (English)
0 references
19 July 2011
0 references
least squares estimator
0 references
asymptotic distribution
0 references
consistency
0 references
discrete observations
0 references
least squares method
0 references
parameter estimation
0 references
small \(\alpha\)-stable noises
0 references
stable distribution
0 references
stochastic differential equations
0 references